S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:4.28% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8961 | 27.64 | |
| 0.2727 | 25.65 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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